2 papers
stat.ME2026
A New Test for High-Dimensional Elliptical Distributions
Wenrui Wu, Bingye Yang, Minghua Deng +1
Elliptical distributions provide a flexible and widely used extension of multivariate normal distribution. They play a critical role in many statistical procedures when dealing wit…
stat.ME2026
Renewable high-dimensional expected shortfall regression
Haochen Rao, Tingzi Weng, Yifan Jiang +1
Expected Shortfall (ES) has become a core coherent risk measure in finance and statistics, and high-dimensional ES regression is crucial for characterizing heterogeneous tail risk…